-98.7%
MSTU vs MULL
+1,230.7%
-1,329.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.2% | -3.3% |
| 7D | -25.8% | +24.5% | -50.3% | -32.0% |
| 30D | -43.9% | -35.5% | -8.3% | -36.7% |
| 3M | +2.9% | -44.8% | +47.7% | +20.0% |
| 6M | -75.5% | -45.5% | -30.0% | -78.5% |
| YTD | -76.7% | +232.5% | -309.3% | -92.7% |
| 1Y | -88.9% | +343.3% | -432.2% | -97.2% |
| All | -98.7% | +1,230.7% | -1,329.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling